+1,152.6%
CVNA vs IBB
+86.3%
+1,066.3%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.8% | +0.9% | +0.7% |
| 7D | +5.9% | +2.7% | +3.2% | +3.3% |
| 30D | +19.7% | +6.3% | +13.3% | +12.4% |
| 3M | +7.6% | +11.1% | -3.4% | -4.4% |
| 6M | -2.2% | +29.2% | -31.4% | -27.5% |
| YTD | -9.6% | +30.2% | -39.9% | -33.5% |
| 1Y | +25.4% | +39.5% | -14.1% | -15.6% |
| 3Y | +1,152.6% | +92.3% | +1,060.3% | +268.5% |
| All | +1,152.6% | +86.3% | +1,066.3% | +268.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded IBB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling